334 citations · 2.6k across the 129 of their papers we have counts for
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math.PR2005★ 3 cited
Solutions of max-plus linear equations and large deviations
Marianne Akian, Stephane Gaubert, Vassili Kolokoltsov
We generalise the Gartner-Ellis theorem of large deviations theory. Our results allow us to derive large deviation type results in stochastic optimal control from the convergence o…
math.OC2005★ 7 cited
The max-plus finite element method for optimal control problems: further approximation results
Marianne Akian, Stephane Gaubert, Asma Lakhoua
We develop the max-plus finite element method to solve finite horizon deterministic optimal control problems. This method, that we introduced in a previous work, relies on a max-pl…